+8.6%
MCD vs LOW
+25.3%
-16.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +1.4% | -3.1% | -2.1% |
| 30D | +14.1% | +21.7% | -7.6% | +8.2% |
| 3M | +0.6% | +5.0% | -4.4% | -1.1% |
| 6M | 0.0% | +4.6% | -4.6% | -1.8% |
| YTD | -9.3% | -3.5% | -5.8% | -9.6% |
| 1Y | -9.3% | +0.5% | -9.9% | -10.6% |
| 3Y | +8.6% | +24.8% | -16.2% | +5.4% |
| All | +8.6% | +25.3% | -16.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling